Automatic segmentation of the prostate in magnetic resonance imaging (MRI) has many applications in prostate cancer diagnosis and therapy. We propose a deep fully convolutional neural network (CNN) to segment the prostate automatically. Our deep CNN model is trained end-to-end in a single learning stage based on prostate MR images and the corresponding ground truths, and learns to make inference for pixel-wise segmentation. Experiments were performed on our in-house data set, which contains prostate MR images of 20 patients. The proposed CNN model obtained a mean Dice similarity coefficient of 85.3%±3.2% as compared to the manual segmentation. Experimental results show that our deep CNN model could yield satisfactory segmentation of the prostate.